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ftsspec (version 1.0.0)

Spectral Density Estimation and Comparison for Functional Time Series

Description

Functions for estimating spectral density operator of functional time series (FTS) and comparing the spectral density operator of two functional time series, in a way that allows detection of differences of the spectral density operator in frequencies and along the curve length.

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Version

Install

install.packages('ftsspec')

Monthly Downloads

182

Version

1.0.0

License

GPL-2

Maintainer

Shahin Tavakoli

Last Published

September 8th, 2015

Functions in ftsspec (1.0.0)

Epanechnikov_kernel

The Epanechnikov weight function, with support in $[-1,1]$
Get_noise_sd

Get the square root of the covariance matrix associated to a noise type
plot.SpecMA

Plotting method for object inheriting from class SpecMA
Spec

Compute Spectral Density of Functional Time Series
Generate_filterMA

Generate the Filter of a multivariate MA process
plot.SampleSpecDiffFreqCurvelength

Plotting method for class SampleSpecDiffFreqCurvelength
Spec_compare_localize_freq_curvelength

Compare the spectral density operator of two Functional Time Series and localize frequencies at which they differ, and (spatial) regions where they differ
Marginal_basis_pval

Compute the marginal p-values at each basis coefficients of for testing the equality of two spectral density kernels
PvalAdjust

Generic function to adjust pvalues
ftsspec

ftsspec: collection of functions for estimating spectral density operator of functional time series (FTS) and comparing the spectral density operator of two functional time series, in a way that allows detection of differences of the spectral density operator in frequencies and along the curve length.
Spec_compare_localize_freq

Compare the spectral density operator of two Functional Time Series and localize frequencies at which they differ.
plot.SampleSpecDiffFreq

Plotting function for SampleSpecDiffFreq class
Spec_compare_fixed_freq

Test if two spectral density operators at some fixed frequency are equal.
lines.SampleSpecDiffFreq

Plotting function for SampleSpecDiffFreq class
SpecMA

'Spectral density operator of a MA vector process' Object
plot.SampleSpec

Plotting method for object inheriting from class SampleSpec
print.SampleSpecDiffFreqCurvelength

Printing method for class SampleSpecDiffFreqCurvelength
Simulate_new_MA

Simulate a new Moving Average (MA) vector time series and return the time series